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Risk reduction in large portfo...
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Jagannathan, Ravi
54
Ma, Tongshu
12
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7
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5
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5
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3
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Working paper / National Bureau of Economic Research, Inc
23
The journal of finance : the journal of the American Finance Association
10
Federal Reserve Bank of Minneapolis quarterly review
4
The review of financial studies
4
Journal of financial economics
3
Financial management
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Accounting horizons : a quarterly publication of the American Accounting Association
1
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1
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The Economists' voice
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OLC EcoSci
ECONIS (ZBW)
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Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10006554760
Saved in:
2
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios
Basak, Gopal K.
;
Jagannathan, Ravi
;
Ma, Tongshu
- In:
Management science : journal of the Institute for …
55
(
2009
)
6
,
pp. 990-1002
Persistent link: https://www.econbiz.de/10008261191
Saved in:
3
ASSESSING THE RISK IN SAMPLE MINIMUM RISK PORTFOLIOS
Basak, Gopal K.
;
Jagannathan, Ravi
;
Ma, Tongshu
-
2004
Persistent link: https://www.econbiz.de/10006964019
Saved in:
4
RISK REDUCTION IN LARGE PORTFOLIOS: WHY IMPOSING THE WRONG CONSTRAINTS HELPS
Jagannathan, Ravi
;
Ma, Tongshu
-
2002
Persistent link: https://www.econbiz.de/10006974161
Saved in:
5
Tick size, NYSE rule 118, and ex-dividend day stock price behavior
Jakob, Keith
;
Ma, Tongshu
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10006504379
Saved in:
6
Limit Order Adjustment Mechanisms and Ex-Dividend Stock Price Behavior
Jakob, Keith
;
Ma, Tongshu
- In:
Financial management
34
(
2005
)
3
,
pp. 89-102
Persistent link: https://www.econbiz.de/10005919518
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7
Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size
Jakob, Keith J.
;
Ma, Tongshu
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 718-735
Persistent link: https://www.econbiz.de/10007876150
Saved in:
8
Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. Richard O. Michaud. Boston, MA: Harvard Business School Press, 1998. 152 pp. ISBN 0-87584-743-9.
Ma, Tongshu
- In:
The review of financial studies
14
(
2013
)
3
,
pp. 901-900
Persistent link: https://www.econbiz.de/10010114383
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9
Are Short Sellers Informed? Evidence from the 2007–2008 Subprime Mortgage Crisis
Liu, Ming
;
Ma, Tongshu
;
Zhang, Yan
- In:
The financial review : the official publication of the …
47
(
2012
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10009819766
Saved in:
10
EX‐DIVIDEND DAY PRICE BEHAVIOR OF EXCHANGE‐TRADED FUNDS
Ruan, Jun (Tony)
;
Ma, Tongshu
- In:
The journal of financial research : a publ. of the …
35
(
2012
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10009839021
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